Pages that link to "Item:Q61354"

The following pages link to Large Sample Properties of Generalized Method of Moments Estimators (Q61354):

Displaying 50 items.

• GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors (Q5095208) (← links)
• IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
• Identifiability and estimation of two-sample data with nonignorable missing response (Q5104511) (← links)
• A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension (Q5106767) (← links)
• Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning (Q5106931) (← links)
• Robust inference for estimating equations with nonignorably missing data based on SIR algorithm (Q5107517) (← links)
• Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
• POISSON MODELS WITH DYNAMIC RANDOM EFFECTS AND NONNEGATIVE CREDIBILITIES PER PERIOD (Q5119569) (← links)
• Combining Multiple Observational Data Sources to Estimate Causal Effects (Q5120690) (← links)
• Co-impact: crowding effects in institutional trading activity (Q5121489) (← links)
• Concurrent processing of heteroskedastic vector-valued mixture density models (Q5123643) (← links)
• Comparative GMM and GQL logistic regression models on hierarchical data (Q5139000) (← links)
• (Q5148951) (← links)
• (Q5149227) (← links)
• CBPS-based estimation for linear models with responses missing at random (Q5154065) (← links)
• Non parametric regression analysis for longitudinal data with time-depending autoregressive error process (Q5154096) (← links)
• Emulation of Stochastic Simulators Using Generalized Lambda Models (Q5158924) (← links)
• Generalized method of moments for an extended gamma process (Q5160288) (← links)
• Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression (Q5177956) (← links)
• POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM <i>χ</i>² APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL (Q5187628) (← links)
• HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
• GLOBAL AND REGIONAL RISKS IN CURRENCY RETURNS (Q5210918) (← links)
• Nested coordinate descent algorithms for empirical likelihood (Q5219446) (← links)
• On sign-based regression quantiles (Q5220799) (← links)
• Semiparametric estimation of copula models with nonignorable missing data (Q5221301) (← links)
• A note on a cross-sectional GMM estimator in the presence of an observable common shock (Q5222214) (← links)
• On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (Q5242480) (← links)
• Resampling calibrated adjusted empirical likelihood (Q5247414) (← links)
• A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943) (← links)
• PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH (Q5255875) (← links)
• Multivariate hypothesis testing using generalized and {2}-inverses – with applications (Q5263990) (← links)
• Efficient Penalized Estimation for Linear Regression Model (Q5265841) (← links)
• Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
• Algorithm 963 (Q5270763) (← links)
• Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish (Q5290382) (← links)
• A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing (Q5297933) (← links)
• TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
• Semiparametric inference for estimating equations with nonignorably missing covariates (Q5375958) (← links)
• ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
• Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418) (← links)
• STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
• Frequency domain generalized empirical likelihood method (Q5408114) (← links)
• Asymptotic Properties of Maximum Likelihood Estimation: Parameterized Diffusion in a Manifold (Q5413863) (← links)
• Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data (Q5414531) (← links)
• Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach (Q5420232) (← links)
• Estimating causal effects from multiple cycle data in studies of in vitro fertilization (Q5425013) (← links)
• Size matters: covariance matrix estimation under the alternative (Q5433627) (← links)
• A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models (Q5442063) (← links)
• ON SUNSPOTS, HABITS, AND MONETARY FACTS (Q5444681) (← links)